Pages that link to "Item:Q964674"
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The following pages link to Bias-correcting the realized range-based variance in the presence of market microstructure noise (Q964674):
Displaying 7 items.
- Testing for jumps when asset prices are observed with noise -- a ``swap variance'' approach (Q295396) (← links)
- Subsampling high frequency data (Q530605) (← links)
- Realised volatility and parametric estimation of Heston SDEs (Q784737) (← links)
- An Unbiased Measure of Integrated Volatility in the Frequency Domain (Q2789386) (← links)
- Volatility Estimation Based on High-Frequency Data (Q3112466) (← links)
- On the estimation of integrated volatility in the presence of jumps and microstructure noise (Q5861024) (← links)
- Statistical inference for GQARCH-Itô-jumps model based on the realized range volatility (Q6641048) (← links)
